This one seemed like a no-brainer. Krampus!
Krampus comes from Alpine countries in Europe. He's a friend of St. Nicholas, who is not quite the same as Santa Claus. St. Nicholas only deals with the good children, leaving the naughty ones to the Krampus, who either kidnaps them or beats them with a switch. Here's an awesome video of the Krampus Run in a northern Italian town:
...and a link to http://www.krampus.com/.